Computational experience with numerical methods for nonnegative least-squares problems

作者：Bellavia Stefania; Gondzio Jacek; Morini Benedetta^*

来源：Numerical Linear Algebra with Applications, 2011, 18(3): 363-385.

DOI：10.1002/nla.732

• bound-constrained least-squares problems
• inexact Newton methods
• preconditioning
• cyclic Barzilai-Borwein strategy

We discuss the solution of large-scale box-constrained linear least-squares problems by two recent affine-scaling methods: a cyclic Barzilai-Borwein strategy and an Inexact Newton-like method where a preconditioning technique allows for an efficient computation of the steps. A robust globally and fast locally convergent method based on the combination of the two procedures is presented along with extensive numerical results.

• 出版日期2011-5